Stochastic Process for Shocks in Financial Markets: An Application of Damped Harmonic Oscillation
碩士 === 國立臺灣大學 === 統計碩士學位學程 === 104 === In financial economics, the efficient-market hypothesis is well known for stating market behavior. Under this hypothesis, asset prices fully reflect all historical information, which implies that only new relevant information affects market prices. Investors’ r...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8n7edz |